-55.4%
TSLL vs HUT
+673.1%
-728.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +6.2% | -18.0% | -14.1% |
| 7D | +1.9% | +17.8% | -15.9% | -4.4% |
| 30D | +17.8% | +0.8% | +16.9% | +15.2% |
| 3M | -37.0% | -26.8% | -10.2% | -32.6% |
| 6M | -37.7% | +72.6% | -110.2% | -54.2% |
| YTD | -51.4% | +103.6% | -155.0% | -67.7% |
| 1Y | -23.4% | +265.3% | -288.6% | -62.5% |
| 3Y | -30.8% | +689.4% | -720.2% | -77.3% |
| All | -55.4% | +673.1% | -728.5% | -88.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HUT.
Daily Out/Under-Performance
Portfolio return minus HUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded HUT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling